+1,121.7%
ARES vs CP
+226.2%
+895.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.1% |
| 7D | +4.5% | +2.8% | +1.8% | +3.2% |
| 30D | +15.7% | +10.2% | +5.5% | +10.2% |
| 3M | -2.0% | +2.4% | -4.4% | -3.1% |
| 6M | +10.4% | +7.7% | +2.7% | +6.4% |
| YTD | -14.2% | +26.0% | -40.2% | -24.0% |
| 1Y | -7.8% | +34.6% | -42.4% | -21.1% |
| 3Y | +41.4% | +26.7% | +14.7% | +23.1% |
| 5Y | +83.7% | +24.9% | +58.8% | +60.2% |
| 10Y | +1,204.1% | +258.6% | +945.5% | +675.3% |
| All | +1,121.7% | +226.2% | +895.5% | +717.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling